I think you'd like Marc Maron, Mike. He does jokes about despair and deprivation. Although, me thinks jokes doesn't quite convey what he does. Laughable truths is more apropos. He has a podcast! Past guests include David Cross, Jim Gaffigan, and John Oliver. Although, the real attraction is always Maron, which is a true testament to his talents.
As an aside, I think Cross's albums are two of the best cultural artifacts for navigating through the post 9/11 landscape.